Tardelli, Paola Probabilistic prediction of credit ratings: a filtering approach. (English) Zbl 1496.91097 Stochastics 90, No. 4, 504-523 (2018). MSC: 91G40 60G35 PDFBibTeX XMLCite \textit{P. Tardelli}, Stochastics 90, No. 4, 504--523 (2018; Zbl 1496.91097) Full Text: DOI
Tardelli, Paola Modeling and filtering of credit health for a set of firms. (English) Zbl 1502.62096 Di Nardo, Elvira (ed.), Recent advances in probability and statistics. Potenza: Seminario Interdisciplinare di Matematica (S.I.M.). Lect. Notes Semin. Interdiscip. Mat. 12, 273-288 (2015). MSC: 62P05 91G40 PDFBibTeX XMLCite \textit{P. Tardelli}, Lect. Notes Semin. Interdiscip. Mat. 12, 273--288 (2015; Zbl 1502.62096) Full Text: Link
Centanni, Silvia; Tardelli, Paola Modeling and filtering credit merit in a set of firms. (English) Zbl 06305800 Nonlinear Stud. 21, No. 2, 229-243 (2014). MSC: 62N05 93E11 60H30 60G35 60J75 PDFBibTeX XMLCite \textit{S. Centanni} and \textit{P. Tardelli}, Nonlinear Stud. 21, No. 2, 229--243 (2014; Zbl 06305800) Full Text: Link
Gerardi, A.; Tardelli, P. Controlled heterogeneous collection: the role of occupation numbers. (English) Zbl 1147.93043 J. Appl. Probab. 45, No. 3, 595-609 (2008). MSC: 93E11 93E20 60H30 60J75 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, J. Appl. Probab. 45, No. 3, 595--609 (2008; Zbl 1147.93043) Full Text: DOI
Tardelli, Paola Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes. (English) Zbl 1119.60026 J. Stat. Plann. Inference 137, No. 10, 3127-3139 (2007). MSC: 60G09 62N05 60H30 60G35 60J75 PDFBibTeX XMLCite \textit{P. Tardelli}, J. Stat. Plann. Inference 137, No. 10, 3127--3139 (2007; Zbl 1119.60026) Full Text: DOI
Tardelli, Paola Conditional law of lifetimes for a heterogeneous population of living particles via filtering techniques. (English) Zbl 1110.62139 Sci. Math. Jpn. 64, No. 2, 479-496 (2006). MSC: 62N05 62G09 60G35 60J75 62M20 PDFBibTeX XMLCite \textit{P. Tardelli}, Sci. Math. Jpn. 64, No. 2, 479--496 (2006; Zbl 1110.62139)
Gerardi, A.; Tardelli, P. Heterogeneous population dynamical model: a filtering problem. (English) Zbl 1085.60023 J. Appl. Probab. 42, No. 2, 346-361 (2005). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 60G35 92D25 93E11 60J75 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, J. Appl. Probab. 42, No. 2, 346--361 (2005; Zbl 1085.60023) Full Text: DOI